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Implements a modified version of the CUSUM algorithm for robust detection of step-like changes time-series data

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shadowk29/CUSUM

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I am forever indebted to Salem from cboard.cprogramming.com for his tireless
efforts and patience while helping a complete stranger debug their code. You can find the
relevant thread here: https://cboard.cprogramming.com/c-programming/172520-debugging-multi-threaded-code-openmp.html